If you have a choice of NTSC and PAL, just download NTSC roms and you'll be fine. But if you download PAL games (there are always tons of them), before burning them, use BrickBlocker and RegionFrii. First app is to Remove the updates (if any) that might brick your Wii. Second app is to change the region for any game that you might have, like from PAL to NTSC. I have tried with a bunch of PAL games that I've downloaded and so far the only that doesn't work is Marvel Ultimate Alliance, and is normal. Later on I checked the wii compatibility list (google it) and was one of the games that don't work on the region change.
I have even Need For Speed PAL and is in Spanish, and it sounds funny and weird (because the dialog and the menus are in Spanish), but hey, the game works perfect!